BVMF Gateway

7.17.65.4

Released: Mar 03, 2015 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

BVMF Gateway 7.17.65 together with TT User Setup 7.17.40 provides support for enhanced price reasonability checks. For further details refer to the TT User Setup Help Library

System Requirements

BVMF Gateway 7.17.65 together with TT User Setup 7.17.40 provides support for enhanced price reasonability checks. For further details refer to the TT User Setup Help Library

Installation Notes

 

Enhancements

  1. Logging
    1. Position reserve orders are flagged in audit log. (Ref 229193)

  2. Risk Limits
    1. Enhanced price reasonability to perform checks during pre-open and other non-matching states. TT User Setup 7.17.40 is required to configure the price range setting. (Ref 229575)

    2. Enhanced price reasonability checks to reject orders when there is no market data. This setting is configurable in TT User Setup 7.17.40 and higher. (Ref 229576)

Fixes

    1. A 'FrmHst' (from exchange to TT application) event has been added to the TT audit file. (Ref 229286)

Known Issues

  1. Order Server
    1. An issue exists where a Future leg on a spread contract is tagged as 'Calendar' in the 'Contract' column. (Ref 198718)

    2. Account Based Risk is not supported for Equity strategies when TT User Setup 7.4.12 is used to configure the risk parameters. TT User Setup 7.17.10 and higher is required. (Ref 221530)

  2. Price Server
    1. The BVMF market states Pre-Close and Close both appear as CLSD (Closed) in X_TRADER. However, Pre-Close market data updates from the exchange are processed and displayed correctly for these contracts, and all order actions (enter, modify, cancel) allowed by the Exchange during this phase are supported by the BVMF Gateway. Please refer to the BVMF Gateway System Administration Manual for more details. (Ref 164420)

    2. The Price Server cannot differentiate option products with strike prices of -2, 0 and 2, resulting in incorrect prices for these strike prices. The issue shows up only when the exchange sends the security definition out of order. (Ref 213428)

    3. Contract state might be displayed incorrectly as "Auction", when the contract is in the "Open" state. (Ref 214870)

    4. The settlement prices are rounded to the nearest tick. (Ref 217877)

    5. Some spread contracts are listed backwards. (Ref 218035)